Lyapunov Functions and Almost Sure Exponential Stability of Stochastic Differential Equations Based on Semimartingales with Spatial Parameters

DOI10.1137/0328078zbMath0739.93068OpenAlexW1972957264MaRDI QIDQ3970391

Xuerong Mao

Publication date: 25 June 1992

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0328078

zbMATH Keywords

Lyapunov functiontop Lyapunov exponentalmost sure stability of stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Lyapunov and storage functions (93D30) Asymptotic stability in control theory (93D20) Stochastic stability in control theory (93E15)

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